-4.6%
PEP vs ARES
+37.2%
-41.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.2% |
| 7D | +6.7% | +4.9% | +1.8% | +6.7% |
| 30D | +13.5% | +13.6% | 0.0% | +13.7% |
| 3M | +3.9% | -3.3% | +7.2% | +3.8% |
| 6M | -6.0% | +11.0% | -17.0% | -5.7% |
| YTD | +2.5% | -14.4% | +16.9% | +2.0% |
| 1Y | +3.9% | -9.1% | +13.1% | +3.7% |
| All | -4.6% | +37.2% | -41.8% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ARES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling